Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47265.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45870.41 Kr¶

PnL: ---------------------------------------> -1018.16 Kr¶

DD now: ---------------------------------> -2.806 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:59:30.021539'

Anic Portfolio¶

Today¶

Return: -0.356 %¶

This Week¶

Return: -1.351 %¶

Total¶

Return: 54.735 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HMS Networks 2 16.190000 803.600000 130.600000 19.410000 673.000000
HEBA B 70 -0.880000 2765.000000 129.000000 4.890000 2636.000010
SAAB B 8 0.700000 3432.000000 55.000000 1.630000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.460000 393.800000 38.800000 10.930000 355.000000
Corem Property Group B 59 -2.100000 604.160000 27.160000 4.710000 576.999999
Boozt 12 0.720000 1680.000000 26.000000 1.570000 1653.999996
AcadeMedia 12 -1.150000 578.880000 21.880000 3.930000 557.000004
Resurs Holding 22 -1.210000 594.660000 20.660000 3.600000 573.999998
Intrum 4 3.020000 546.200000 19.200000 3.640000 527.000000
Nordea Bank Abp 29 0.120000 3473.040000 19.040000 0.550000 3453.999992
OEM International B 7 1.690000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 0.480000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 -0.650000 576.000000 12.000000 2.130000 564.000000
Securitas B 6 -0.100000 578.160000 8.160000 1.430000 570.000000
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.960000 0.960000 0.390000 246.000000
CTEK 13 0.860000 533.650000 -0.350000 -0.070000 533.999999
Handelsbanken A 5 0.140000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 1.120000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -3.400000 540.200000 -33.800000 -5.890000 574.000000
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Beijer Electronics Group 26 -10.430000 2813.200000 -157.800000 -5.310000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 1.600000 1425.600000 -238.400000 -14.330000 1663.999992
Axfood 13 -3.050000 3467.100000 -288.900000 -7.690000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45870.410000 -1018.160000 -2.80589% 46888.564618

Updated:¶

'2023-01-26 15:59:43.262022'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶